VZ volatilitas Verizon Communications Inc.
Cboe delayed options data · per 18:46 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 35.1% | +2.5pt | ±2.6% |
| Oct 30, 2026 | 10 | 37.5% | +3.8pt | ±5.0% |
| Nov 06, 2026 | 17 | 32.6% | +2.9pt | ±5.7% |
| Nov 13, 2026 | 24 | 29.3% | +2.2pt | ±6.1% |
| Nov 20, 2026 | 31 | 27.8% | +1.9pt | ±6.5% |
| Nov 27, 2026 | 38 | 26.2% | +3.1pt | ±6.8% |
| Dec 18, 2026 | 59 | 25.1% | +2.5pt | ±8.1% |
| Jan 15, 2027 | 87 | 23.4% | +2.4pt | ±9.7% |
| Mar 19, 2027 | 150 | 24.9% | +2.9pt | ±12.8% |
| Apr 16, 2027 | 178 | 24.7% | +2.9pt | ±14.1% |
| Jun 17, 2027 | 240 | 25.2% | +3.9pt | ±16.3% |
| Sep 17, 2027 | 332 | 25.4% | +3.6pt | ±19.0% |
| Dec 17, 2027 | 423 | 25.6% | +3.5pt | ±21.3% |
| Jan 21, 2028 | 458 | 25.7% | +2.8pt | ±22.2% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.